課程名稱︰計量經濟學二 課程性質︰選修 課程教師︰劉錦添 教授 開課學院：社會科學院 開課系所︰經濟學系 考試日期（年月日）︰97年6月19日 考試時限（分鐘）：9:00 ~ 12:00 是否需發放獎勵金：是 （如未明確表示，則不予發放） 試題 : 計量經濟學期末考 日期：2008年6月19日 9:00~12:00 1. Suppose that we to estimate the effect of several variables on annual saving and that we have a panel data set on January 31, 1990, and January 31, 1992. If we include a year dummy for 1992 and use first diffencing, can we also include age in the original model? Explain. 2. In order to determine the effects of collegiate athletic performance on applicants, you collect data on applications for a sample of Division I college for 1985, 1990, and 1995. (a) What measures of athletic success would you include in an equation? What are some of the timing issues? (b) What other factors might you control for in the equation? (c) Write an equation that allows you to estimate the effects of athletic success on the percentage change in applications. How would you estimate this equation? Why would you choose this method? 3. Let grad be a dummy variable for whether a student-athlete at a large university graduates in five years. Let hsGPA and SAT be high school grade point average and SAT score, respectively. Let study be the number of hours spent per week in an organized study hall. Suppose that, using data on 420 student-athletes, the following logit model is obtained: capP(grad = 1|hsGPA, SAT, study) = A(-1.17 + 0.24hsGPA + 0.00058SAT + 0.073study) where A(z) = exp(z)/[1 + exp(z)] is the logit function. Holding hsGAP fixed at 3.0 and SAT fixed at 1,200; compute the estimated difference in the graduation probability for someone who spent 10 hours per week in study hall and someone who spent 5 hours per week. 4. Consider a family saving function for the population of all families in the United States: sav = b0 + b1*inc + b2*hhsize +b3*educ + b4*age + u Where hhsize is household size, educ is years of education of the household head, and age is age of the household head. Assume that E(u|inc, hhxize, educ, age) = 0. (這裡好像打錯了，應該是hhsize) (a) Suppose that the sample includes only families whose head is over 25 years old. If we use OLS on such a sample, do we get unbiased estimators of the bj? Explain. (b) Now, suppose our sample includes only married couples without children. Can we estimate all of the parameters in the saving equations? Which ones can we estimate? (c) Suppose we exclude from our sample families that save more that $25,000 per year. Does OLS produce consistent estimators of the bj? 5. Suppose you are hire by a university to study the factors that determine whether students admitted to the university actually come to the university. You are given a large random sample of students who were admitted the previous year. You have information on whether each student chose to attend, high school performance, family income, financial aid offered, rave, and geographic variables. Someone says to you, "Any analysis of that data will lead to biased results because it is not a random sample of all college applicants, but only those who apply to this university." What do you think of this criticism? -- 很多事情錯過了之後不管怎麼做都無法彌補了 不是你沒有魅力 只是屬於你倆的時機已經消逝了 -- hilosima --

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